To begin setting up your Trezor device, visit trezor.io/start. Connect your Trezor to your computer using the USB cable provided. Follow the on-screen instructions to initiate the setup process. You'll be prompted to choose your device model and download the Trezor Suite app, which is available for Windows, macOS, and Linux. Install the app and launch it to continue. The app will guide you through creating a new wallet or recovering an existing one if needed. Follow each step carefully to ensure your cryptocurrencies are securely stored on your Trezor hardware wallet.